Hi, here are a few things I didn't see mentioned above. Bring winter clothes just in case. Mittens will feel good if it's 50 degrees and you're enjoying a stroll. If you enjoy some of the hiking trails, and you should :), make sure the whole family wears sturdy shoes. Trails vary from boardwalks to gravelly paths, and we saw many grumpy people and crying kids in flip flops, crocs and ballet flats.
Lastly, be aware of altitude as it can cause headaches, fatigue and insomnia in people of all ages. Spending the night at an intermediate altitude on the way out might help. Drinking extra water helps too. Here are some elevations:
Des Moines. 960 feet
Cody, Wy. 5000 feet
West Yellowstone. 6667 feet
Madison campground. 6800 feet
Fishing Bridge, Grant and Bridge Bay campgrounds. 7800 feet